SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by rmeenaks
August 27th, 2007, 1:31 pm
Forum: Book And Research Paper Forum
Topic: Looking for Hull-White 1994a paper
Replies: 10
Views: 95441

Looking for Hull-White 1994a paper

No problem, took less than 5 minutes of googling to find it :-)Cheers,Ram
by rmeenaks
August 23rd, 2007, 7:43 pm
Forum: Book And Research Paper Forum
Topic: Looking for Hull-White 1994a paper
Replies: 10
Views: 95441

Looking for Hull-White 1994a paper

<r>Here you go:Both 1 and 2http://<URL url="http://www.nuclearphynance.com/User%20Files/53/NUMERICAL%20PROCEDURES1.pdfhttp://www.nuclearphynance.com/User%20Files/53/NUMERICAL%20PROCEDURES2.pdfThe"><LINK_TEXT text="www.nuclearphynance.com/User%20Files/53 ... ES2.pdfThe">www.nuclearphynance.com/User%2...
by rmeenaks
August 22nd, 2007, 1:03 pm
Forum: Book And Research Paper Forum
Topic: MATLAB object-oriented programming
Replies: 2
Views: 66985

MATLAB object-oriented programming

<r>Try:<AMAZON id="158488911XD" url="http://www.amazon.com/Guide-MATLAB-Object-Oriented-Programming/dp/158488911XDon"><URL url="http://www.amazon.com/Guide-MATLAB-Object-Oriented-Programming/dp/158488911XDon%27t"><LINK_TEXT text="http://www.amazon.com/Guide-MATLAB-Obje ... 8911XDon't">http://www.ama...
by rmeenaks
August 13th, 2007, 1:46 pm
Forum: Book And Research Paper Forum
Topic: Books on Offer
Replies: 10
Views: 68632

Books on Offer

How do you like the CQF? I am thinking about doing it...Thanks,Ram
by rmeenaks
July 25th, 2007, 5:55 pm
Forum: Student Forum
Topic: Reiner, E. (1992) "Quanto mechanics" Risk magazine
Replies: 18
Views: 184328

Reiner, E. (1992) "Quanto mechanics" Risk magazine

Ditto.Please send me a copy at rmeenaks@olf.comThanks,Ram
by rmeenaks
July 12th, 2007, 6:17 pm
Forum: General Forum
Topic: APL
Replies: 9
Views: 71776

APL

See http://www.visualapl.com/ for Visual APL for Microsoft Visual Studio 2005. It has a free Express version download too...
by rmeenaks
July 11th, 2007, 4:13 pm
Forum: General Forum
Topic: Quanto Spread Option
Replies: 5
Views: 191290

Quanto Spread Option

This is exactly what I am looking for.. Any answers!Thanks,Ram
by rmeenaks
July 11th, 2007, 11:56 am
Forum: General Forum
Topic: Quanto Spread Options
Replies: 1
Views: 69321

Quanto Spread Options

<t>Hi,I am trying to model a quanto spread option and need some help. Is there any papers, models, etc for this. The FX rate is floating. Basically trying to model a power transmission deal with two physical assets (one at the receiving end and one at the delivery end) that are in two different coun...
by rmeenaks
June 15th, 2007, 5:25 pm
Forum: Book And Research Paper Forum
Topic: REQ: Spread Options Pricing Paper...
Replies: 1
Views: 71368

REQ: Spread Options Pricing Paper...

I also need a copy of the Wilcox paper:D. Wilcox: Energy Futures and Options: Spread Options in Energy Markets (Goldman Sachs & Co, New York, 1990)Thanks,RamPS: Anybody have a Matlab / Excel / VBA code of the Pearson and Wilcox models?
by rmeenaks
June 13th, 2007, 7:00 pm
Forum: Book And Research Paper Forum
Topic: REQ: Spread Options Pricing Paper...
Replies: 1
Views: 71368

REQ: Spread Options Pricing Paper...

Anyone have a copy of:AN EFFICIENT APPROACH FOR PRICING SPREAD OPTIONSNEIL D PEARSONTHE JOURNAL OF DERIVATIVESFALL 1995Thanks,Ram
by rmeenaks
June 12th, 2007, 5:42 pm
Forum: General Forum
Topic: ABS / MBS Pricing
Replies: 6
Views: 71438

ABS / MBS Pricing

Ditto... Intex is the best with Davidson providing the models...Ram
by rmeenaks
June 12th, 2007, 1:29 pm
Forum: Programming and Software Forum
Topic: Software for statistical / econometric / time series analysis
Replies: 7
Views: 71148

Software for statistical / econometric / time series analysis

I use:Matlab, Mathematica, Eviews, R/SPlus, Maple, SPSS, and SAS...Ram
by rmeenaks
May 23rd, 2007, 1:18 pm
Forum: General Forum
Topic: Paper request
Replies: 4
Views: 71339

Paper request

<r>How about this instead:<URL url="http://aimsrv1.fee.uva.nl/koen/medewerkers.nsf/0/C8FCCBA0439321BA41256CD1003FE41B!opendocumentSchrager"><LINK_TEXT text="http://aimsrv1.fee.uva.nl/koen/medewerk ... ntSchrager">http://aimsrv1.fee.uva.nl/koen/medewerkers.nsf/0/C8FCCBA0439321BA41256CD1003FE41B!opend...
by rmeenaks
May 15th, 2007, 11:46 am
Forum: Technical Forum
Topic: Merrill Lynch Credit Derivatives Research papers
Replies: 16
Views: 123531

Merrill Lynch Credit Derivatives Research papers

Do you have access to the "Size and Structure of the World Bond Market" paper from Merrill? I have an old (2002) copy and a hard-copy of the 2005. I really need the PDF version for 2006 or 2007...Thanks,Ram
by rmeenaks
May 12th, 2007, 11:02 am
Forum: Technical Forum
Topic: Merrill Lynch Credit Derivatives Research papers
Replies: 16
Views: 123531

Merrill Lynch Credit Derivatives Research papers

<r>If you are looking for the 2006 Credit Derivatives Handbook, its here (both volumes):<URL url="http://www.classiccmp.org/transputer/finengineerDid">http://www.classiccmp.org/transputer/finengineerDid</URL> the 2007 Handbook come out?Can someone send me "Factor Model for pricing Synthetic CDO" to ...
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